+19.8%
U vs BP
+27.8%
-8.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -0.7% |
| 7D | +16.9% | -0.8% | +17.7% | +16.7% |
| 30D | +6.4% | -3.1% | +9.5% | +5.5% |
| 3M | +13.2% | +6.2% | +7.0% | +16.6% |
| 6M | +84.8% | +4.8% | +80.0% | +90.3% |
| YTD | +12.4% | +35.2% | -22.8% | +36.4% |
| 1Y | +19.8% | +27.4% | -7.6% | +43.0% |
| All | +19.8% | +27.8% | -8.0% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling